Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
IEC
A global view of Brownian penalisations
Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples
Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations
Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour
Limiting laws associated with Brownian motion perturbated by normalized exponential weights I
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